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Suppose that there are three states of the world and the return to the S&P 500 and Nikkei 225 in each state is given in

Suppose that there are three states of the world and the return to the S&P 500 and Nikkei 225 in each state is given in the table below (with probabilities). The risk free rate is 4%. Note = VAR^1/2

What is the covariance between expected return for the S&P and Nikkei?

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